Muse support staff answered this almost 8 months ago on their old support wiki.
Close button does not work, they realize that but just haven't come out with a fix yet. There is a messy work around - you kindof have to hack your tooltip widget a bit. But here is the explanation below:
I found a wonky work-around. Instead of closing, I put a next button and made the second tooltip blank. With the type tool, I changed the ">" for next to a "x" and made it the same color as the background so it would disappear into the background after "closing".